IMHO its considered to be 'fun' because it is associated with taking a 'liberty' (in football hooligan speak)- the thrill of doing something you shouldn't: its nothing to do with saying thanks to the players etc, that's an after-thought, an excuse for doing it.
The people on the pitch can claim that its a good thing etc but no-one else thinks it is. The club don't want it to happen. The players don't want it to happen. The FA & UEFA don't want it to happen.
Going further, after the Bradford, Heysel and Hillsborough tragedies, football supporters have a duty of care to keep off the pitch - its part of an unwritten contract for no longer being penned in and having fences blighting the games as they did during the 1980s. The clubs took the fences down on the understanding that we'd remember this, we'd appreciate it, and that for our own safety, its better to have direct access to the pitch.
All that has been tossed in the bin for the sake of taking a pointless liberty.